+1,797.4%
COR vs CAPR
-99.1%
+1,896.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.9% |
| 7D | +2.8% | -2.0% | +4.8% | +2.8% |
| 30D | +4.5% | +139.2% | -134.7% | +4.3% |
| 3M | +22.7% | -66.4% | +89.0% | +22.7% |
| 6M | -9.7% | -63.1% | +53.4% | -9.7% |
| YTD | -1.4% | -67.4% | +66.0% | -1.4% |
| 1Y | +13.9% | +58.2% | -44.3% | +13.0% |
| 3Y | +94.0% | +42.2% | +51.8% | +90.7% |
| 5Y | +184.0% | +87.3% | +96.8% | +177.5% |
| 10Y | +406.8% | -75.3% | +482.0% | +384.7% |
| All | +1,797.4% | -99.1% | +1,896.4% | +1,649.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling